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Alternative beta strategies and hedge fund replication /
There s a buzzword that has quickly captured the imagination of product providers and investors alike: "hedge fund replication". In the broadest sense, replicating hedge fund strategies means replicating their return sources and corresponding risk exposures. However, there still lacks a co...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Chichester, England ; Hoboken, NJ :
Wiley,
©2008.
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| Temas: | |
| Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
Tabla de Contenidos:
- Alternative Beta Strategies and Hedge Fund Replication; Contents; Preface; 1 Breaking the Black Box; 2 What Are Hedge Funds, Where Did They Come From, and Where Are They Going?; 3 The Individual Hedge Fund Strategies' Characteristics; 4 Empirical Return and Risk Properties of Hedge Funds; 5 The Drivers of Hedge Fund Returns; 6 A First Approach to Hedge Fund Replication
- Linear Factor Models and Time Series Replication Models; 7 The Distributional Approach; 8 Bottom up: Extraction of Alternative Beta and 'Alternative Beta Strategies'